Stochastic generalized Burgers equations driven by fractional noises

JOURNAL OF DIFFERENTIAL EQUATIONS

卷:252

Article

Jiang, Yiming^1,2  Wei, Tingting^1,2  Zhou, Xiaowen³ 

[1] Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China

[2] Nankai Univ, LPMC, Tianjin 300071, Peoples R China

[3] Concordia Univ, Dept Math & Stat, Montreal, PQ H4B 1R6, Canada

关键词: Stochastic generalized Burgers equation;    Fractional noise;    Density of the law;    Malliavin calculus;   

DOI  :  10.1016/j.jde.2011.07.032

来源: Elsevier

【 摘 要 】

The existence and uniqueness are proved for the solutions to a class of stochastic generalized Burgers equations driven by multi-parameter fractional noises. In addition, the existence and moment estimate are also obtained for the density of such a solution. (C) 2011 Elsevier Inc. All rights reserved.

【 授权许可】

Free